This is a problem that is not unique to this X-files episode, as it happens almost any time a show uses the convention of a flashback story that is being told to someone. There are almost always details that the viewer shouldn't be able to see because the storyteller didn't witness them. For example, there's no way Diles could know the conversation that took place between Exley and the Bounty Hunter, and thus relay it to Mulder, because Diles wasn't there for the interaction.
When Mulder is standing outside of Arthur Dales' apartment talking to Dales' brother there is a mistake on the newspaper Mulder is holding. The paper was supposed to have been printed in 1947. However, on the left-hand page, an article about a college professor named Ethan Powell who went missing in October 1995 can clearly be seen.
At several points, including at the very opening when they are hit with baseballs, we see Saguaro cacti around what we are told is "Roswell, N.M.". While they are the most widely recognized of all the cacti, Saguaro cacti have a fairly small growing environment. That environment does not include the State of New Mexico.
At one point, a map of Roswell, NM is displayed. Although the names of the local streets are correct,(McGaffey, Sunset, Poe), Main is shown running East - West, instead of North - South.
Mulder goes to Arthur Dales' apartment looking for him. However, in Agua Mala (1999), which aired earlier in the season, Mulder and Scully go to Florida to see Arthur. Therefore, Mulder already knew that Arthur lived in Florida so why would Mulder go to Arthur's apartment to find him?